PREDICTION OF FREQUENCY OF INSURANCE RISK BASED ON STOCHASTIC MATRIX AND INAR(1) POISSON MODEL
One of the risks that might occur in insurance companies is the decrease in income from customer premiums. The decrease in income is due to the frequency of coming out customers is greater than the frequency of new customers (registering). Therefore, it is necessary to control the pattern of chan...
Saved in:
| Main Author: | |
|---|---|
| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/39127 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| id |
id-itb.:39127 |
|---|---|
| spelling |
id-itb.:391272019-06-24T10:00:26ZPREDICTION OF FREQUENCY OF INSURANCE RISK BASED ON STOCHASTIC MATRIX AND INAR(1) POISSON MODEL Haryanto, Dwi Indonesia Theses risk prediction, stochastic matrix, INAR(1) Poisson model. INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/39127 One of the risks that might occur in insurance companies is the decrease in income from customer premiums. The decrease in income is due to the frequency of coming out customers is greater than the frequency of new customers (registering). Therefore, it is necessary to control the pattern of changes in customer behavior to minimize risk. In this thesis, time prediction is made on costumer loyalty and prediction of the possibility of reduced customer frequency. Prediction of time of customer loyalty is constructed using stochastic matrices. Meanwhile, prediction of the possibility of reduced customer frequency is constructed using INAR(1) Poisson model. The result obtained is insurance companies need to provide special treatment to customers who have reached a certain period of premium payments. This is intended to maintain customer loyalty so that the risk from reduced customer frequency can be minimized. text |
| institution |
Institut Teknologi Bandung |
| building |
Institut Teknologi Bandung Library |
| continent |
Asia |
| country |
Indonesia Indonesia |
| content_provider |
Institut Teknologi Bandung |
| collection |
Digital ITB |
| language |
Indonesia |
| description |
One of the risks that might occur in insurance companies is the decrease in income
from customer premiums. The decrease in income is due to the frequency of
coming out customers is greater than the frequency of new customers (registering).
Therefore, it is necessary to control the pattern of changes in customer behavior to
minimize risk. In this thesis, time prediction is made on costumer loyalty and
prediction of the possibility of reduced customer frequency. Prediction of time of
customer loyalty is constructed using stochastic matrices. Meanwhile, prediction
of the possibility of reduced customer frequency is constructed using INAR(1)
Poisson model. The result obtained is insurance companies need to provide special
treatment to customers who have reached a certain period of premium payments.
This is intended to maintain customer loyalty so that the risk from reduced
customer frequency can be minimized. |
| format |
Theses |
| author |
Haryanto, Dwi |
| spellingShingle |
Haryanto, Dwi PREDICTION OF FREQUENCY OF INSURANCE RISK BASED ON STOCHASTIC MATRIX AND INAR(1) POISSON MODEL |
| author_facet |
Haryanto, Dwi |
| author_sort |
Haryanto, Dwi |
| title |
PREDICTION OF FREQUENCY OF INSURANCE RISK BASED ON STOCHASTIC MATRIX AND INAR(1) POISSON MODEL |
| title_short |
PREDICTION OF FREQUENCY OF INSURANCE RISK BASED ON STOCHASTIC MATRIX AND INAR(1) POISSON MODEL |
| title_full |
PREDICTION OF FREQUENCY OF INSURANCE RISK BASED ON STOCHASTIC MATRIX AND INAR(1) POISSON MODEL |
| title_fullStr |
PREDICTION OF FREQUENCY OF INSURANCE RISK BASED ON STOCHASTIC MATRIX AND INAR(1) POISSON MODEL |
| title_full_unstemmed |
PREDICTION OF FREQUENCY OF INSURANCE RISK BASED ON STOCHASTIC MATRIX AND INAR(1) POISSON MODEL |
| title_sort |
prediction of frequency of insurance risk based on stochastic matrix and inar(1) poisson model |
| url |
https://digilib.itb.ac.id/gdl/view/39127 |
| _version_ |
1822269180995436544 |